+33.0%
ORCL vs MAGS
+186.7%
-153.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +1.2% |
| 7D | +0.5% | +1.3% | -0.8% | -0.5% |
| 30D | -15.3% | -6.3% | -8.9% | -10.1% |
| 3M | -18.2% | -0.1% | -18.1% | -17.7% |
| 6M | -38.4% | -0.8% | -37.7% | -37.5% |
| YTD | -37.7% | +4.7% | -42.5% | -39.2% |
| 1Y | -49.3% | +6.8% | -56.0% | -51.1% |
| 3Y | +10.6% | +128.9% | -118.3% | -38.2% |
| All | +33.0% | +186.7% | -153.7% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling